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Trade: ONE/USDT/360/VWAP/TEMA/8903

Strategy
ONE/USDT/360/VWAP/TEMA/8903
Pair
ONE_USDT
Interval
6h
Score
549318
Daily Profit
1.121735
Profit Factor
4.755599
Profitability
34.482759
Streak
0.000000
Best Strategy
Training Data Length
2307.750000
Evaluation Time
2025-09-25 23:06
Expiration Time
2025-12-02 19:34

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 2588683.9436 2593577.2347 -4893.2911 241885.145 5628412.9519 -5386527.8069
Total P&L (%) 2588.6839 2593.5772 -4.8933 241.8851 5628.413 -5386.5278
Avg Daily Profit (%) 1.1217 1.1239 -0.0021 0.0533 0.1756 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -244908 -154799 -111336 -10847333 -4122420 -7370383
Profit Factor 4.7556 8.7936 0.9863 1.0164 2.0917 0.4378
Total Trades 87 44 43 87 44 43
Winning Trades 30 14 16 30 14 16
Losing Trades 57 30 27 57 30 27
Profitability (%) 34.4828 31.8182 37.2093 34.4828 31.8182 37.2093
Ratio Avg Win / Avg Loss 9.0356 18.8434 1.6643 1.9312 4.4822 0.7388
Largest Winning Trade 2479700 2479700 85602 6628179 6628179 1785613
Largest Losing Trade -58296 -46026 -58296 -6470544 -1778772 -6470544
Avg Bars in Trades 98 83 113 98 83 113
Avg Bars in Winners 177 169 184 177 169 184
Avg Bars in Losers 56 44 71 56 44 71
Bars Traded 8560 3689 4871 8560 3689 4871
Profit Streak 0 0 7.8375 0 0 7.8375
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 549318 538671 -582247 -328926 172575 -585025

Evaluation Data

{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563624000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758830760932,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 198
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 55,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            2588683.943630657,
            2593577.234729852,
            -4893.2910991942,
            241885.145049203,
            5628412.951908861,
            -5386527.806859662
        ],
        [
            2588.683944,
            2593.577235,
            -4.893291,
            241.885145,
            5628.412952,
            -5386.527807
        ],
        [
            1.121735,
            1.123855,
            -0.00212,
            0.053283,
            0.175564,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -244908,
            -154799,
            -111336,
            -10847333,
            -4122420,
            -7370383
        ],
        [
            4.755599,
            8.793586,
            0.986274,
            1.016413,
            2.091675,
            0.437803
        ],
        [
            87,
            44,
            43,
            87,
            44,
            43
        ],
        [
            30,
            14,
            16,
            30,
            14,
            16
        ],
        [
            57,
            30,
            27,
            57,
            30,
            27
        ],
        [
            34.482759,
            31.818182,
            37.209302,
            34.482759,
            31.818182,
            37.209302
        ],
        [
            9.035637,
            18.8434,
            1.664338,
            1.931186,
            4.48216,
            0.738793
        ],
        [
            2479700,
            2479700,
            85602,
            6628179,
            6628179,
            1785613
        ],
        [
            -58296,
            -46026,
            -58296,
            -6470544,
            -1778772,
            -6470544
        ],
        [
            98,
            83,
            113,
            98,
            83,
            113
        ],
        [
            177,
            169,
            184,
            177,
            169,
            184
        ],
        [
            56,
            44,
            71,
            56,
            44,
            71
        ],
        [
            8560,
            3689,
            4871,
            8560,
            3689,
            4871
        ],
        [
            0,
            0,
            7.837511,
            0,
            0,
            7.837511
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            549318,
            538671,
            -582247,
            -328926,
            172575,
            -585025
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "ONE_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 9231,
    "evaluation_days": 2307.75,
    "actual_first_datapoint_time": 1559347200000,
    "first_datapoint_time": 1563624000000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758830760932,
    "expiration_time": 1764696888000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 198
        }
    },
    "second_band": {
        "type": "tema",
        "factors": {
            "length": 55,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)